vendredi 24 juin 2016
Combining integers and floating point numbers: performance considerations
I have a complex set of template functions which do calculations in a loop, combining floating point numbers and the uint32_t loop indices. I was surprised to observe that for this kind of functions, my test code runs faster with double precision floating point numbers than with single precision ones.
As a test, I changed the format of my indices to uint16_t. After this, both the double and float version of the program were faster (as expected), but now the float version was significantly faster than the double version. I also tested the program with uint64_t indices. In this case the double and the float version are equally slow.
I imagine that this is because an uint32_t fits into the mantissa of a double but not into a float. Once the indices type was reduced to uint16_t, they also fit into the mantissa of a float and a conversion should be trivial. In case of uint64_t, the conversion to double also needs rounding, which would explain why both versions perform equally.
Can anybody confirm this explanation?
EDIT: Using int or long as index type, the program runs as fast as for unit16_t. I guess this speaks against what I suspected first.
EDIT: Here is a piece of code that reproduces the effect of double being faster as float for uint32_t and both cases being equally fast for int. Please do not comment on the usefulness of this code. It is a modified fragment of code reproducing the effect which does nothing sensible.
The main file:
#include "stdafx.h"
typedef short spectraType;
typedef int intermediateValue;
typedef double returnType;
#include "Preprocess_t.h"
#include "Windows.h"
#include <iostream>
int main()
{
const size_t numberOfBins = 10000;
const size_t numberOfSpectra = 500;
const size_t peakWidth = 25;
bool startPeak = false;
short peakHeight;
Preprocess<short, returnType> myPreprocessor;
std::vector<returnType> processedSpectrum;
std::vector<std::vector<short>> spectra(numberOfSpectra, std::vector<short>(numberOfBins));
std::vector<float> peakShape(peakWidth);
LARGE_INTEGER freq, start, stop;
double time_ms;
QueryPerformanceFrequency(&freq);
for (size_t i = 0; i < peakWidth; ++i)
{
peakShape[i] = static_cast<float>(exp(-(i - peakWidth / 2.0) *(i - peakWidth / 2.0) / 10.0));
}
for (size_t i = 0; i < numberOfSpectra; ++i)
{
size_t j = 0;
for (; j < 200; ++j)
{
spectra[i][j] = rand() % 100;
}
for (size_t k = 0; k < 25; ++k)
{
spectra[i][j] = static_cast<short>(16383 * peakShape[k]);
j++;
}
for (; j < numberOfBins; ++j)
{
startPeak = !static_cast<bool>(abs(rand()) % (numberOfBins / 4));
if (startPeak)
{
peakHeight = rand() % 16384;
for (size_t k = 0; k < 25 && j< numberOfBins; ++k)
{
spectra[i][j] = peakHeight * peakShape[k] + rand() % 100;
j++;
}
}
else
{
spectra[i][j] = rand() % 100;
}
}
for (j = 0; j < numberOfBins; ++j)
{
double temp = 1000.0*exp(-(static_cast<float>(j) / (numberOfBins / 3.0)))*sin(static_cast<float>(j) / (numberOfBins / 10.0));
spectra[i][j] -= static_cast<short>(1000.0*exp(-(static_cast<float>(j) / (numberOfBins / 3.0)))*sin(static_cast<float>(j) / (numberOfBins / 10.0)));
}
}
// This is where the critical code is called
QueryPerformanceCounter(&start);
for (int i = 0; i < numberOfSpectra; ++i)
{
myPreprocessor.SetSpectrum(&spectra[i], 1000, &processedSpectrum);
myPreprocessor.CorrectBaseline(30, 2.0);
}
QueryPerformanceCounter(&stop);
time_ms = static_cast<double>(stop.QuadPart - start.QuadPart) / static_cast<double>(freq.QuadPart);
std::cout << "time spend preprocessing: " << time_ms << std::endl;
std::cin.ignore();
return 0;
}
And the included header Preprocess_t.h:
#pragma once
#include <vector>
//typedef unsigned int indexType;
typedef unsigned short indexType;
template<typename T, typename Out_Type>
class Preprocess
{
public:
Preprocess() :threshold(1), sdev(1), laserPeakThreshold(500), a(0), b(0), firstPointUsedAfterLaserPeak(0) {};
~Preprocess() {};
void SetSpectrum(std::vector<T>* input, T laserPeakThreshold, std::vector<Out_Type>* processedSpectrum); ///@note We need the laserPeakThresholdParameter for the baseline correction, not onla for the shift.
void CorrectBaseline(indexType numberOfPoints, Out_Type thresholdFactor);
private:
void LinFitValues(indexType beginPoint);
Out_Type SumOfSquareDiffs(Out_Type x, indexType n);
Out_Type LinResidualSumOfSquareDist(indexType beginPoint);
std::vector<T>* input;
std::vector<Out_Type>* processedSpectrum;
std::vector<indexType> fitWave_X;
std::vector<Out_Type> fitWave;
Out_Type threshold;
Out_Type sdev;
T laserPeakThreshold;
Out_Type a, b;
indexType firstPointUsedAfterLaserPeak;
indexType numberOfPoints;
};
template<typename T, typename Out_Type>
void Preprocess<T, Out_Type>::CorrectBaseline(indexType numberOfPoints, Out_Type thresholdFactor)
{
this->numberOfPoints = numberOfPoints;
indexType numberOfBins = input->size();
indexType firstPointUsedAfterLaserPeak = 0;
indexType positionInFitWave = 0;
positionInFitWave = firstPointUsedAfterLaserPeak;
for (indexType i = firstPointUsedAfterLaserPeak; i < numberOfBins - numberOfPoints; i++) {
LinFitValues(positionInFitWave);
processedSpectrum->at(i + numberOfPoints) = input->at(i + numberOfPoints) - static_cast<Out_Type>(a + b*(i + numberOfPoints));
positionInFitWave++;
fitWave[positionInFitWave + numberOfPoints - 1] = input->at(i + numberOfPoints - 1);
fitWave_X[positionInFitWave + numberOfPoints - 1] = i + numberOfPoints - 1;
}
}
template<typename T, typename Out_Type>
void Preprocess<T, Out_Type>::LinFitValues(indexType beginPoint)
{
Out_Type y_mean, x_mean, SSxy, SSxx, normFactor;
y_mean = x_mean = SSxy = SSxx = normFactor = static_cast<Out_Type>(0);
indexType endPoint = beginPoint + numberOfPoints;
Out_Type temp;
if ((fitWave_X[endPoint - 1] - fitWave_X[beginPoint]) == numberOfPoints)
{
x_mean = (fitWave_X[endPoint - 1] - fitWave_X[beginPoint]) / static_cast<Out_Type>(2);
for (indexType i = beginPoint; i < endPoint; i++) {
y_mean += fitWave[i];
}
y_mean /= numberOfPoints;
SSxx = SumOfSquareDiffs(x_mean, fitWave_X[endPoint - 1]) - SumOfSquareDiffs(x_mean, fitWave_X[beginPoint]);
for (indexType i = beginPoint; i < endPoint; i++)
{
SSxy += (fitWave_X[i] - x_mean)*(fitWave[i] - y_mean);
}
}
else
{
for (indexType i = beginPoint; i < endPoint; i++) {
y_mean += fitWave[i];
x_mean += fitWave_X[i];
}
y_mean /= numberOfPoints;
x_mean /= numberOfPoints;
for (indexType i = beginPoint; i < endPoint; i++)
{
temp = (fitWave_X[i] - x_mean);
SSxy += temp*(fitWave[i] - y_mean);
SSxx += temp*temp;
}
}
b = SSxy / SSxx;
a = y_mean - b*x_mean;
}
template<typename T, typename Out_Type>
inline Out_Type Preprocess<T, Out_Type>::SumOfSquareDiffs(Out_Type x, indexType n)
{
return n*x*x + n*(n - 1)*x + ((n - 1)*n*(2 * n - 1)) / static_cast<Out_Type>(6);
}
template<typename T, typename Out_Type>
Out_Type Preprocess<T, Out_Type>::LinResidualSumOfSquareDist(indexType beginPoint)
{
Out_Type sumOfSquares = 0;
Out_Type temp;
for (indexType i = 0; i < numberOfPoints; ++i) {
temp = fitWave[i + beginPoint] - (a + b*fitWave_X[i + beginPoint]);
sumOfSquares += temp*temp;
}
return sumOfSquares;
}
template<typename T, typename Out_Type>
inline void Preprocess<T, Out_Type>::SetSpectrum(std::vector<T>* input, T laserPeakThreshold, std::vector<Out_Type>* processedSpectrum)
{
this->input = input;
fitWave_X.resize(input->size());
fitWave.resize(input->size());
this->laserPeakThreshold = laserPeakThreshold;
this->processedSpectrum = processedSpectrum;
processedSpectrum->resize(input->size());
}
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